2.60Open2.70Pre Close192 Volume345 Open Interest192.50Strike Price57.66KTurnover22.66%IV0.74%PremiumAug 2, 2024Expiry Date1.45Intrinsic Value100Multiplier4DDays to Expiry1.42Extrinsic Value100Contract SizeAmericanOptions Type-0.6015Delta0.0815Gamma71.69Leverage Ratio-0.2045Theta-0.0123Rho-43.12Eff Leverage0.0812Vega